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Personal profile

Biography

Ruben Loaiza-Maya is a Lecturer in the Department of Econometrics and Business Statistics. He completed his doctoral studies in econometrics at the University of Melbourne and his undergraduate degree in economics at the Universidad Nacional de Colombia (Medellin).
 
His research interests include:
Copula Modelling; Bayesian Estimation Methods; Time Series Analysis; Macroeconomic and Financial Forecasting;
 
 

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Research Output

Advertising effectiveness for multiple retailer-brands in a multimedia and multichannel environment

Danaher, P. J., Danaher, T. S., Smith, M. S. & Loaiza-Maya, R., Jun 2020, In : Journal of Marketing Research. 57, 3, p. 445-467 23 p.

Research output: Contribution to journalArticleResearchpeer-review

High-dimensional copula variational approximation through transformation

Smith, M. S., Loaiza-Maya, R. & Nott, D. J., 2020, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Variational Bayes estimation of discrete-margined copula models with application to time series

Loaiza-Maya, R. & Smith, M. S., 3 Jul 2019, In : Journal of Computational and Graphical Statistics. 28, 3, p. 523-539 17 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Real-time macroeconomic forecasting with a heteroskedastic inversion copula

Loaiza-Maya, R. & Smith, M. S., Aug 2018, (Accepted/In press) In : Journal of Business and Economic Statistics. 37 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Time series copulas for heteroskedastic data

Loaiza-Maya, R., Smith, M. S. & Maneesoonthorn, W., 1 Apr 2018, In : Journal of Applied Econometrics. 33, 3, p. 332-354 23 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)